Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series

DOI10.1080/07474938.2014.976527zbMath1491.62118OpenAlexW2121234709MaRDI QIDQ5863650

J. Isaac Miller

Publication date: 3 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2014.976527

zbMATH Keywords

cointegrationcanonical cointegrating regressiontemporal aggregationmixed data samplingmixed-frequency seriesprice elasticity of gasoline demand

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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